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awesome-TS-anomaly-detection

List of tools & datasets for anomaly detection on time-series data.
https://github.com/rob-med/awesome-TS-anomaly-detection

Last synced: about 10 hours ago
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  • Anomaly Detection Software

    • Nupic
    • MIDAS - Based Detector of Anomalies in Edge Streams, detects microcluster anomalies from an edge stream in constant time and memory. | Apache-2.0 | :heavy_check_mark:
    • Chaos Genius
    • CueObserve - 2.0 | :heavy_check_mark:
    • EGADS - cases in a single package with the only dependency being Java. | GPL | :heavy_check_mark:
    • flow-forecast - 3 | :heavy_check_mark:
    • Hastic - based UI.| GPL | :heavy_check_mark:
    • Luminaire - 2.0 | :heavy_check_mark:
    • Orion
    • OutlierDetection.jl
    • PyOD - Clause | :heavy_check_mark:
    • Skyline - time anomaly detection system, built to enable passive monitoring of hundreds of thousands of metrics. | MIT | :heavy_check_mark:
    • ADTK - based time series anomaly detection. | MPL 2.0 | ❌
    • AnomalyDetection - source R package to detect anomalies which is robust, from a statistical standpoint, in the presence of seasonality and an underlying trend. | GPL | ❌
    • Anomalyzer - 2.0 | ❌
    • banpei - series. | MIT | ❌
    • banshee
    • CAD - time AD on streagming data (winner algorithm of the 2016 NAB competition). | AGPL | ❌
    • DeepADoTS - based techniques for Anomaly Detection on Time-Series data. | MIT | ❌
    • LoudML
    • luminol - 2.0 | ❌
    • oddstream - 3 | ❌
    • PyOdds - to end Python system for outlier detection with database support. PyODDS provides outlier detection algorithms, which support both static and time-series data. | MIT | ❌
    • PySAD - Clause | ❌
    • rrcf
    • Surus - An implementation of the Robust PCA. | Apache-2.0 | ❌
    • Telemanom
    • MIDAS - Based Detector of Anomalies in Edge Streams, detects microcluster anomalies from an edge stream in constant time and memory. | Apache-2.0 | :heavy_check_mark:
    • ruptures - line change point detection. This package provides methods for the analysis and segmentation of non-stationary signals. | BSD 2-Clause | :heavy_check_mark:
    • Adaptive Alerting - 2.0 | ❌
    • Donut - | ❌
    • datastream.io - source framework for real-time anomaly detection using Python, Elasticsearch and Kibana. | Apache-2.0 | ❌
    • Nupic

    • Time-Series Analysis

      • sktime - learn compatible tools to build, tune and validate time series models for multiple learning problems. | BSD 3-Clause | :heavy_check_mark:
      • MatrixProfile - 2.0 | :heavy_check_mark:
      • Merlion - Clause | :heavy_check_mark:
      • SaxPy
      • sktime-dl - Clause | :heavy_check_mark:
      • Tigramite - dimensional time series datasets and model the obtained causal dependencies for causal mediation and prediction analyses.| GPLv3.0 | :heavy_check_mark:
      • tsflex - window feature extraction on multivariate, irregularly-sampled sequence data. | MIT | :heavy_check_mark:
      • tslearn - learn, numpy and scipy libraries. | BSD 2-Clause | :heavy_check_mark:
      • seglearn - Clause | ❌
      • Squey - depth exploration of timeseries while displaying every outliers. | MIT | :heavy_check_mark:
      • sktime - learn compatible tools to build, tune and validate time series models for multiple learning problems. | BSD 3-Clause | :heavy_check_mark:

    • Forecasting

      • ETNA - 2.0 | :heavy_check_mark:
      • darts - 2.0 | :heavy_check_mark:
      • Prophet - linear trends are fit with yearly and weekly seasonality, plus holidays. | BSD | :heavy_check_mark:
      • PyFlux - Clause | ❌
      • GluonTS - 2.0 | :heavy_check_mark:
      • pmdarima - learn-friendly interface. | MIT | :heavy_check_mark:

    • Labeling

      • Curve - source tool to help label anomalies on time-series data. | Apache-2.0 | ❌
      • Taganomaly

  • Benchmark Datasets

  • Citation Policy

Programming Languages
Python 30 Jupyter Notebook 5 R 3 Java 3 Go 2 C++ 1 JavaScript 1 Julia 1 Rust 1
Categories
Anomaly Detection Software 33 Related Software 19 Benchmark Datasets 4 Citation Policy 1
Sub Categories
Time-Series Analysis 11 Labeling 7 Forecasting 6
Keywords
anomaly-detection 24 time-series 23 machine-learning 15 python 15 deep-learning 12 forecasting 8 data-science 8 timeseries 7 outlier-detection 7 anomaly 6 time-series-analysis 5 monitoring 4 dataset 3 unsupervised-learning 3 tensorflow 3 time-series-forecasting 3 pytorch 3 fraud-detection 3 neural-networks 3 outliers 3 python3 2 database 2 time-series-prediction 2 anomalydetection 2 intrusion-detection 2 streaming-data 2 r 2 time-series-classification 2 machinelearning 2 data-mining 2 benchmarking 2 automl 2 prometheus 2 influxdb 2 time-series-regression 2 lstm 2 timeseries-analysis 2 monitoring-tool 2 analytics 2 root-cause-analysis 1 snowflake 1 sql 1 pmdarima 1 timeseries-forecasting 1 anomaly-detection-models 1 big-data 1 java 1 deep-neural-networks 1 forecasting-models 1 econometrics 1